+42.1%
SHW vs MTZ
+275.7%
-233.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -1.0% |
| 7D | +0.7% | +16.5% | -15.8% | -0.8% |
| 30D | +8.4% | -10.2% | +18.6% | +9.2% |
| 3M | -2.2% | -34.2% | +31.9% | +2.0% |
| 6M | +13.3% | -56.0% | +69.3% | +23.7% |
| YTD | +9.2% | -14.8% | +24.1% | +6.5% |
| 1Y | +2.9% | -7.2% | +10.1% | -1.3% |
| All | +42.1% | +275.7% | -233.6% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling